+526.8%
MSTR vs MARA
-80.1%
+606.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +10.5% | -14.1% | -5.9% |
| 7D | -10.7% | +2.5% | -13.2% | -11.6% |
| 30D | -21.6% | -23.9% | +2.4% | -16.9% |
| 3M | +24.4% | -23.2% | +47.6% | +32.1% |
| 6M | -35.5% | -43.3% | +7.8% | -27.6% |
| YTD | -20.3% | -18.3% | -2.1% | -17.1% |
| 1Y | -49.3% | -52.9% | +3.6% | -40.8% |
| 3Y | +137.8% | -23.6% | +161.4% | +157.7% |
| 5Y | +48.3% | -88.7% | +137.0% | +95.2% |
| 10Y | +526.8% | -80.3% | +607.1% | +602.7% |
| All | +526.8% | -80.1% | +606.9% | +602.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MARA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling